Going by my experiences in starting with Optimize I think it could be wise to check the TARGETING section and its logics. Could there be target options that don't trigger the experiment at all? I had this once, but I was realizing it already in the preview.

The more complex your target settings are the higher the chance of it failing to be activated. If you go by URL check if you did enter the URL completely, I was having trouble with not entering the https:// in front of my URL, since then it works fine and all the fine additional targeting settings do too after that.

Is my experiment running? Panel Says yes - tests all work, 0 sessions

Alexander, if you open up your console and go to the application tab, you'll see that the _gaexp cookie is not even present which should be present when you're running an experiment. Next, when I search for "optimize" in console under elements, nothing shows up. To me, both of these issues indicate that Optimize was not installed properly on the link you shared. I'm not sure how you've set up your Optimize snippets, but I would start by examining those, and making sure they work on your subdomain.